+1,876.8%
SMH vs ADP
+270.4%
+1,606.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +4.3% | -5.7% | +10.0% | +7.5% |
| 30D | +0.9% | -3.1% | +3.9% | +2.2% |
| 3M | -2.8% | +15.6% | -18.4% | -12.5% |
| 6M | +45.6% | +20.8% | +24.8% | +25.8% |
| YTD | +59.5% | +4.7% | +54.7% | +49.9% |
| 1Y | +93.4% | -8.3% | +101.7% | +96.9% |
| 3Y | +287.1% | +13.6% | +273.5% | +235.7% |
| 5Y | +338.0% | +45.0% | +293.0% | +221.7% |
| 10Y | +1,876.8% | +279.0% | +1,597.8% | +793.6% |
| All | +1,876.8% | +270.4% | +1,606.4% | +793.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling